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A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
2
Ungdom og fritid : en undersøkelse av fritidsaktiviteter og fritidsønsker blant Bærumsungdom
Hauge, Ragnar
-
1973
Persistent link: https://www.econbiz.de/10002828373
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3
Penalty and front-fixing methods for the numerical solution of American option problems
Nielsen, Bjørn Fredrik
;
Skavhaug, Ola
;
Tveito, Aslak
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 69-97
Persistent link: https://www.econbiz.de/10001695837
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4
Dynamic decision making for graphical models applied to oil exploration
Martinelli, Gabriele
;
Eidsvik, Jo
;
Hauge, Ragnar
- In:
European journal of operational research : EJOR
230
(
2013
)
3
,
pp. 688-702
Persistent link: https://www.econbiz.de/10009779845
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5
Option theory with stochastic analysis : an introduction to mathematical finance
Benth, Fred Espen
-
2004
Persistent link: https://www.econbiz.de/10001786485
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6
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
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7
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
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8
The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets
Benth, Fred Espen
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 595-625
Persistent link: https://www.econbiz.de/10009311688
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9
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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10
Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
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